Re: [amibroker] Determining cycles

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

Chuck, glad to hear you've tried 
this....
 
I tried - a while ago - to use ROC as a measuring 
tool to set stochastic cycles ... it improved performance but was rather crude 
and did not have the time to persue it at the time.
 
Hope we get a lot of responses see what tools are 
best for measuring cycle length.
 
... You're right acout MA Crossovers being th 
obvious place to start optimizing
 
Ara
 
 
----- Original Message ----- 
<BLOCKQUOTE dir=ltr 
>
  <DIV 
  >From: 
  <A title=chuck_rademacher@xxxxxxxxxx 
  href="">Chuck Rademacher 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Friday, February 06, 2004 12:03 
  PM
  Subject: RE: [amibroker] Determining 
  cycles
  
  <FONT face=Arial color=#0000ff 
  size=2>Ara,
  <FONT face=Arial color=#0000ff 
  size=2> 
  I've 
  used various tools for measuring cycle length and then used the calculated 
  cycle length to determine which parameter set to use in a dynamically adjusted 
  system.   The obvious system that comes to mind when considering 
  this approach is the basic moving average crossover.   Since moving 
  averages (reputedly) work best when using 1/2 the cycle length, the 
  methodology is pretty straight forward.   You have prompted me to 
  resurrect my research in this area to be used for my market timing 
  tools.
  <BLOCKQUOTE 
  >
    <FONT face="Times New Roman" 
    size=2>-----Original Message-----From: Ara Kaloustian 
    [mailto:ara1@xxxxxxxxxx]Sent: Friday, February 06, 2004 2:44 
    PMTo: Ami-MainSubject: [amibroker] Determining 
    cycles
    Has anyone used cycle length determined 
    dynamically and used to set parameters for each run?
     
    I considered using Fast Fourier Transform... am 
    open to any other suggestions 
     
    If it works one can produce constantly optimzed 
    system ... geting close to the"holly grail"
     
    Thanks
    AraSend BUG REPORTS to 
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